5.40Open4.50Pre Close1 Volume16 Open Interest76.00Strike Price540.00Turnover45.28%IV-0.58%PremiumSep 27, 2024Expiry Date5.81Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9476Delta0.0359Gamma12.00Leverage Ratio-0.0322Theta-0.0048Rho-11.37Eff Leverage0.0078Vega